1. Make the dressing: Combine anchovy fillets, garlic, egg yolks, lemon juice, Dijon mustard, and sea salt in a blender or food processor and blend. Drizzle in the walnut oil and continue to blend until dressing is smooth and creamy. Can be made 1 day ahead.
2. Tear the romaine leaves into bite sized pieces. Add Parmesan and cashews and gently toss. Top off with freshly ground black pepper and serve with a lemon wedge.
Optional: I love a few anchovies on top of my Caesar to give it a salty fishy twang, if you enjoy this also go for it!